Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
1.83 |
-1.26 |
1.71 |
6.78 |
34.68 |
| EWMA |
1.23 |
2.95 |
6.81 |
10.38 |
37.16 |
| RES |
0.27 |
8.09 |
9.77 |
4.69 |
21.00 |
| MP |
2.70 |
-2.58 |
3.74 |
31.85 |
58.79 |
| RESMP |
-0.87 |
9.69 |
11.40 |
13.43 |
54.60 |
| DK |
2.41 |
2.02 |
5.59 |
15.24 |
61.25 |
| LW |
0.08 |
-3.99 |
-1.49 |
2.95 |
30.43 |
| SS |
0.06 |
-3.90 |
-1.06 |
3.93 |
30.19 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |